Parallel SSLE algorithm for large scale constrained optimization

被引：17

作者：

Zheng, Fangying ^{[2
,3
]}

Han, Congying ^{[1
,4
]}

Wang, Yongli ^{[1
]}

机构：

[1] Shandong Univ Sci & Technol, Coll Informat Sci & Engn, Qingtao 266510, Peoples R China

[2] Shanghai Univ, Dept Math, Shanghai 200444, Peoples R China

[3] Zhejiang Sci Tech Univ, Dept Math Sci, Hangzhou 310018, Peoples R China

[4] Grad Univ, Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China

来源：

APPLIED MATHEMATICS AND COMPUTATION | 2011年 / 217卷 / 12期

基金：

中国国家自然科学基金;

关键词：

Parallel variable distribution; SSLE algorithm; KKT point; VARIABLE DISTRIBUTION ALGORITHMS; CONVERGENCE;

D O I：

10.1016/j.amc.2010.12.005

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, a parallel SSLE algorithm is proposed for solving large scale constrained optimization with block-separable structure. At each iteration, the PVD sub-problems are solved inexactly by the SSLE algorithm, which successfully overcomes the constraint inconsistency exited in most SQP-type algorithm, and decreases the computation amount as well. Without assuming the convexity of the constraints, the algorithm is proved to be globally convergent to a KKT point of the original problem. Crown Copyright (C) 2010 Published by Elsevier Inc. All rights reserved.

引用

页码：5377 / 5384

页数：8

共 11 条

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